Local polynomial estimations of time-varying coefficients for local stationary diffusion models

DOI10.1186/1029-242X-2014-17zbMath1379.60093OpenAlexW2117504076WikidataQ59324409 ScholiaQ59324409MaRDI QIDQ2405558

Qingxian Xiao, Jixia Wang

Publication date: 26 September 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1029-242x-2014-17

zbMATH Keywords

consistencyasymptotic normalitylocal polynomial fittingconvergence ratelocal stationary model

Mathematics Subject Classification ID

Point estimation (62F10) Diffusion processes (60J60)

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